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Market Data from Disktrading

  #7 (permalink)

Trading Experience: Advanced
Platform: SierraChart
Posts: 67 since Jul 2009
Thanks: 6 given, 74 received

I personally do not worry about the accuracy of data when I do backtesting. The reason is that the whole process of backtesting is vague anyway. I use backtesting to give me some statistical evidence that a method or strategy may work successfully in the future. I also use backtesting to help me identify market events which I may not have planned for when designing a strategy. If a tick is off by a pip or two, or if a few ticks are missing, it is not going to affect the outcome of my testing.

As for how NT handles tick data, I am only an occasional user of NT so I cannot say. As I said, you can actually download the data in NT format, so NT must be happy to work with it.

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